INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Triple Index Memory Income Autocall USD
ISIN: XS1833076141
STRIKE DATE: 22/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503441.66231.54
S&P/ASX 2006225.2259065.067
HSCEI11339.878369.08

STRIKE DATE 22/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.60% Semi-annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.60% p.a.
ISIN XS1833076141
NEXT POTENTIAL MATURITY DATE 23/09/2024

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 USD
ISIN: XS1715647787
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,515.3606231.54
OMX Stockholm 301,586.98403301.091
HSCEI12,047.75008369.08
Russell 20001,626.92802729.887

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 56% Final level (European style)
P.A. RETURN -4.296% p.a.
ISIN XS1715647787
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
Natixis Asian Markets Memory Income Autocall May 2018 USD
ISIN: XS1763338552
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Singapore400.2800480.6285
Nikkei 22522,450.790061077.9
Taiwan TAIEX10,942.300041574.72

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1763338552
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall May 2018 USD
ISIN: XS1829292470
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1006,960.919026629.81
Eurostoxx 503,515.3606231.54
S&P/ASX 2006,032.82409065.067
HSI30,588.040024796.98

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 3.776% p.a.
ISIN XS1829292470
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
Goldman Sachs Triple Index 80-70 Memory Income Autocall USD
ISIN: XS1817585976
STRIKE DATE: 26/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007537.9210782.66
Russell 20001668.5272729.887
S&P/ASX 2006197.6129065.067

STRIKE DATE 26/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 105% of initial level Memory Income Rate: USD = 1.625% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS1817585976
NEXT POTENTIAL MATURITY DATE 26/03/2024

EXPAND CLOSE
Goldman Sachs Triple Index 80-70 Memory Income Autocall GBP
ISIN: XS1817585893
STRIKE DATE: 26/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007537.9210782.66
Russell 20001668.5272729.887
S&P/ASX 2006197.6129065.067

STRIKE DATE 26/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 105% of initial level Memory Income Rate: 1.21% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 4.84% p.a.
ISIN XS1817585893
NEXT POTENTIAL MATURITY DATE 26/03/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation June 2018 USD
ISIN: XS1810774338
STRIKE DATE: 15/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,633.910010782.66

STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 500% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: USD = 1.2% Per Month (14.4% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.548% p.a.
ISIN XS1810774338
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation June 2018 GBP
ISIN: XS1810774411
STRIKE DATE: 15/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,633.910010782.66

STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 280% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: GBP = 1.0% Per Month (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.107% p.a.
ISIN XS1810774411
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Jun 2018 USD
ISIN: XS1791593178
STRIKE DATE: 01/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1007083.92526629.81
FTSE 1007701.7710782.66
HSCEI12020.098369.08
S&P/ASX 2005990.3899065.067

STRIKE DATE 01/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Income Rate: 2.70% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.79% p.a.
ISIN XS1791593178
NEXT POTENTIAL MATURITY DATE 13/05/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Jun 2018 GBP
ISIN: XS1791593095
STRIKE DATE: 01/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1007083.92526629.81
FTSE 1007701.7710782.66
HSCEI12020.098369.08
S&P/ASX 2005990.3899065.067

STRIKE DATE 01/06/2018
RETURN & BARRIERS
nvestment Structure: Quarterly Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Income Rate: 2.10% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.79% p.a.
ISIN XS1791593095
NEXT POTENTIAL MATURITY DATE 13/05/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall USD
ISIN: XS1812873732
STRIKE DATE: 06/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007704.410782.66
S&P/ASX 2006057.2929065.067
HSCEI12407.88369.08

STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.75% Quarterly Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -7.773% p.a.
ISIN XS1812873732
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall GBP
ISIN: XS1812873658
STRIKE DATE: 06/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007704.410782.66
S&P/ASX 2006057.2929065.067
HSCEI12407.88369.08

STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.50% Quarterly Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -7.773% p.a.
ISIN XS1812873658
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
Goldman Sachs Eurostoxx 50 Memory Income Autocall EUR
ISIN: XS1817588566
STRIKE DATE: 12/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,445.49006231.54

STRIKE DATE 12/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.19% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1817588566
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
BBVA Global Memory Income Autocall USD
ISIN: XS1808877689
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12,047.75008369.08
FTSE 1007,730.280010782.66
S&P/ASX 2006,032.82409065.067
Russell 20001,626.92802729.887

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Maximum Term: 3.5 years Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.90% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808877689
NEXT POTENTIAL MATURITY DATE 25/11/2021

EXPAND CLOSE
BBVA Global Memory Income Autocall GBP
ISIN: XS1808875980
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12,047.75008369.08
FTSE 1007,730.280010782.66
S&P/ASX 2006,032.82409065.067
Russell 20001,626.92802729.887

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Maximum Term: 3.5 years Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.40% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808875980
NEXT POTENTIAL MATURITY DATE 25/11/2021

EXPAND CLOSE
Goldman Sachs 80-60 Catch-Up Income Autocall July 2018 USD
ISIN: XS1817629188
STRIKE DATE: 03/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007593.2910782.66
S&P 5002713.227353.73
OMX Stockholm 301538.3953301.091
S&P/ASX 2006210.2069065.067

STRIKE DATE 03/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 3.40% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a
ISIN XS1817629188
NEXT POTENTIAL MATURITY DATE 03/01/2024

EXPAND CLOSE
Goldman Sachs 80-60 Catch-Up Income Autocall July 2018 GBP
ISIN: XS1817629006
STRIKE DATE: 03/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007593.2910782.66
S&P 5002713.227353.73
OMX Stockholm 301538.3953301.091
S&P/ASX 2006210.2069065.067

STRIKE DATE 03/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2.50% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS1817629006
NEXT POTENTIAL MATURITY DATE 04/01/2024

EXPAND CLOSE
BBVA Safe Haven Classic Autocall May 2018 EUR
ISIN: XS1818674266
STRIKE DATE: 18/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,940.460014967.73
OMX Stockholm 301,621.61403301.091
S&P/ASX 2006,087.35809065.067
S&P/TSX 60957.85402118.223

STRIKE DATE 18/05/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674266
NEXT POTENTIAL MATURITY DATE 18/11/2019

EXPAND CLOSE
BBVA Safe Haven Classic Autocall May 2018 USD
ISIN: XS1818674340
STRIKE DATE: 18/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,940.46014967.73
OMX Stockholm 301,621.61403301.091
S&P/ASX 2006,087.35809065.067
S&P/TSX 60957.85402118.223

STRIKE DATE 18/05/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 9.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674340
NEXT POTENTIAL MATURITY DATE 18/11/2019

EXPAND CLOSE
Investec FTSE 100 Classic Autocall May 2018 GBP
ISIN: XS1820753884
STRIKE DATE: 15/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,722.980010782.66

STRIKE DATE 15/05/2018
RETURN & BARRIERS
Investment Structure: Annual Classic Autocall Autocall opportunities: Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 7.05% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS1820753884
NEXT POTENTIAL MATURITY DATE 15/05/2023

EXPAND CLOSE